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Bermudan swaptions and the LIBOR Market Model

No description available.
Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:438995
Date January 2007
CreatorsTan, Elgin
PublisherImperial College London
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation
Sourcehttp://hdl.handle.net/10044/1/8672

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